iShares AAA CLO Active ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:-0.00% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.7424 | 7,424,080.00 | |
| 0.0076 | 75,920.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.0954 | 27.42 | |
| 0.1910 | 31.34 | |
| 0.0308 | 0.95 |
Estimation Period:
Jan 12, 2023 to Feb 13, 2026
Jan 12, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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